Page History

...

Once instructed to do so by the Client User, the Feed Handler will attempt to logon to the Venue. Should a connection not be established immediately, it will periodically retry as follows:

• On a each failed logon attempt the Feed Handler will:
  • First issue an ErrorReport(Subject= VenueLogonError, Text="Venue Logon failed, waiting <RetryInterval>s before retry."), then
  • wait RetryInterval seconds (> 0), and repeat.
• Once MaxAttempts (> 0) failed logons occur in a row, the Feed Handler will:
  • First issue an ErrorReport(Subject= VenueLogonError, Text="Venue Logon failed, waiting <BackoffInterval>s before retry."), then
  • wait BackoffInterval seconds (>= 0) and restart the cycle.

This behaviour applies across all Feed Handlers, irrespective of line protocol, Maker/Taker perspective, or trading model.

...

Feed Handler Detection of Venue Sequence Number Gaps

Non-recoverable Inbound seqNum Gaps

If the incoming message has a sequence number less than expected and the PossDupFlag is not set, then a serious error has occurred. In this scenario, the Feed handler will issue a UserNotification(UserStatus=LoggedOff, Text="Session synchronization failure.").

Recoverable Inbound seqNum Gaps

If a recoverable sequence number gap is detected on receipt of the Venue's logon response, then the Feed Handler will:

• First issue an ErrorReport(Subject= VenueSeqNumError, Text="Issuing ResendRequest."), then
• a ResendRequest will be issued.

Whilst a sequence gap exists, no other Venue messages will be processed until the sequence gap is resolved - via SequenceResetGapFill(s) and message resends, as the Venue deems necessary.

...

The Client User must therefore be capable of receiving and processing resent re-sent Venue messages relating to it's previous session (marked as PossResend) in the interval between the UserRequest and the UserNotification.

...

Venue Detection of Feed Handler Sequence Number Gaps

Non-recoverable Outbound seqNum Gaps

If the Feed Handler's outgoing Logon message has a lower than expected sequence number from the Venue's perspective, then a serious error has occurred. In this scenario, the Venue will terminate the session and the  Feed handler will issue a UserNotification(UserStatus=LoggedOff, Text="<Message provided by Venue>").

Recoverable Outbound seqNum Gaps

If the sequence number associated with Venue Logon message issued by the Feed Handler indicates a recoverable gap, then the Venue will typically respond with a Logon response, followed by a ResendRequest.

Whisperer will respond to this as follows:

• First issue an ErrorReport(Subject= VenueSeqNumError, Text="Responding to ResendRequest."), then
• The gap will then be resolved via SequenceResetGapFill(s) and/or message resends, as mandated by the Venue.
• Immediately after resolution of the sequence gap, Whisperer will formally Logout from the Venue and then re-Logon.
• As a final verification, the Feed Handler will issue a TestRequest against the Venue; receipt of the Heartbeat response triggers Whisperer to notify the Client of successful session establishment via the UserNotification(UserStatus=LoggedOn).

Client Session Synchronisation

...

• A request from the Client via UserRequest (UserRequestType=LogOffUser).
• The Venue initiates a Logout (e.g. End of Day).
• Whisperer detects a dropped connection (e.g. Network failure, Venue-initiated session termination).
• Whisperer shutdown

In all scenarios, the Client is notified of the event via UserNotification (UserStatus=LoggedOff).

...